The book "Disaster on the Mississippi" by Gene Salecker (1996) has a wonderful list of all passengers on the ill-fated Sultana that he verified himself. The troops are divided by state, regiment and name.
For the 95th Ohio, there's a "Van Horn, Burriss" Private, Co. F, who survived and was sent to Soldier's Hospital in Memphis. I would say this is most likely your ancestor, James.
The other brother, Authur, died in April 1864 so it was impossible that he was on the Sultana since it exploded on April 27, 1865.
Norman Shaw, Founder, The Sultana Association, Knoxville, TN email@example.com